-0.6%
NLY vs MOH
+43.5%
-44.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.3% |
| 7D | +2.1% | +8.9% | -6.8% | +1.9% |
| 30D | +2.3% | +11.0% | -8.7% | +2.2% |
| 3M | -13.7% | +11.0% | -24.7% | -13.8% |
| 6M | -9.6% | +12.7% | -22.4% | -9.8% |
| YTD | -6.5% | +24.8% | -31.3% | -7.8% |
| 1Y | -0.6% | +44.7% | -45.3% | -4.2% |
| All | -0.6% | +43.5% | -44.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling